| Rough volatility: fact or artefact? R Cont, P Das arXiv preprint arXiv:2203.13820, 2022 | 30 | 2022 |
| Quadratic variation and quadratic roughness R Cont, P Das Bernoulli 29 (1), 496-522, 2023 | 14 | 2023 |
| Quadratic variation along refining partitions: Constructions and examples R Cont, P Das Journal of Mathematical Analysis and Applications 512 (2), 126173, 2022 | 5 | 2022 |
| Understanding sea ice melting via functional data analysis P Das, A Lahiri, S Das Current Science 115 (5), 920-929, 2018 | 5 | 2018 |
| Level crossings of fractional Brownian motion P Das, R Łochowski, T Matsuda, N Perkowski arXiv preprint arXiv:2308.08274, 2023 | 2 | 2023 |
| Roughness properties of paths and signals P Das University of Oxford, 2022 | 2 | 2022 |
| On completely mixed stochastic games P Das, T Parthasarathy, G Ravindran Operations Research Forum 3 (4), 57, 2022 | 1 | 2022 |
| Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings W Bednorz, P Das, R Łochowski arXiv preprint arXiv:2312.05570, 2023 | | 2023 |
| Applications of Schauder-type basis: estimating H\" older exponent, fake fractional Brownian motion E Bayraktar, P Das, D Kim arXiv preprint arXiv:2304.13794, 2023 | | 2023 |
| Functions with quadratic variation along refining partitions C Rama, P DAS | | |
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفورد ՕքսֆորդVerified email at math.cnrs.fr
